+194.9%
CIEN vs RCAT
-100.0%
+294.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.5% | +1.1% |
| 7D | -9.3% | -5.6% | -3.7% | -9.3% |
| 30D | -39.5% | -27.0% | -12.5% | -39.4% |
| 3M | -29.8% | -57.9% | +28.1% | -29.6% |
| 6M | -50.4% | -59.4% | +9.0% | -50.2% |
| YTD | +16.3% | -46.9% | +63.3% | +16.5% |
| 1Y | +30.4% | -54.0% | +84.4% | +30.6% |
| 3Y | +516.6% | +378.4% | +138.2% | +511.6% |
| 5Y | +349.8% | +61.9% | +287.8% | +346.7% |
| 10Y | +1,184.7% | -99.6% | +1,284.3% | +1,135.0% |
| All | +194.9% | -100.0% | +294.9% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling